+66.4%
VUG vs DOCU
-68.9%
+135.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.2% | -1.5% | +1.0% |
| 7D | -1.1% | -0.4% | -0.6% | -1.0% |
| 30D | -7.0% | +12.9% | -19.9% | -9.4% |
| 3M | -3.7% | +35.1% | -38.8% | -10.1% |
| 6M | -1.6% | +76.2% | -77.8% | -14.0% |
| YTD | +5.1% | +17.2% | -12.0% | -0.3% |
| 1Y | +3.8% | +16.4% | -12.7% | -1.7% |
| 3Y | +79.9% | +95.6% | -15.7% | +43.8% |
| 5Y | +66.4% | -68.5% | +134.9% | +61.1% |
| All | +66.4% | -68.9% | +135.2% | +61.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded DOCU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling